quickswap-smart-order-router
Version:
QuickSwap Smart Order Router
145 lines • 11.6 kB
JavaScript
import { FeeAmount, Pool } from '@uniswap/v3-sdk';
import JSBI from 'jsbi';
import _ from 'lodash';
import { unparseFeeAmount } from '../../util/amounts';
import { ChainId, WRAPPED_NATIVE_CURRENCY } from '../../util/chains';
import { log } from '../../util/log';
import { DAI_ARBITRUM, DAI_ARBITRUM_RINKEBY, DAI_GÖRLI, DAI_KOVAN, DAI_MAINNET, DAI_OPTIMISM, DAI_OPTIMISTIC_KOVAN, DAI_POLYGON_MUMBAI, DAI_RINKEBY_1, DAI_RINKEBY_2, DAI_ROPSTEN, UNI_ARBITRUM_RINKEBY, USDC_ARBITRUM, USDC_GÖRLI, USDC_KOVAN, USDC_MAINNET, USDC_OPTIMISM, USDC_OPTIMISTIC_KOVAN, USDC_POLYGON, USDC_RINKEBY, USDC_ROPSTEN, USDT_ARBITRUM, USDT_ARBITRUM_RINKEBY, USDT_GÖRLI, USDT_KOVAN, USDT_MAINNET, USDT_OPTIMISM, USDT_OPTIMISTIC_KOVAN, USDT_RINKEBY, USDT_ROPSTEN, WBTC_ARBITRUM, WBTC_GÖRLI, WBTC_KOVAN, WBTC_MAINNET, WBTC_OPTIMISM, WBTC_OPTIMISTIC_KOVAN, WETH_POLYGON, WMATIC_POLYGON, WMATIC_POLYGON_MUMBAI, } from '../token-provider';
const BASES_TO_CHECK_TRADES_AGAINST = {
[ChainId.MAINNET]: [
WRAPPED_NATIVE_CURRENCY[ChainId.MAINNET],
DAI_MAINNET,
USDC_MAINNET,
USDT_MAINNET,
WBTC_MAINNET,
],
[ChainId.ROPSTEN]: [
WRAPPED_NATIVE_CURRENCY[ChainId.ROPSTEN],
DAI_ROPSTEN,
USDT_ROPSTEN,
USDC_ROPSTEN,
],
[ChainId.RINKEBY]: [
WRAPPED_NATIVE_CURRENCY[ChainId.RINKEBY],
DAI_RINKEBY_1,
DAI_RINKEBY_2,
USDC_RINKEBY,
USDT_RINKEBY,
],
[ChainId.GÖRLI]: [
WRAPPED_NATIVE_CURRENCY[ChainId.GÖRLI],
USDT_GÖRLI,
USDC_GÖRLI,
WBTC_GÖRLI,
DAI_GÖRLI,
],
[ChainId.KOVAN]: [
WRAPPED_NATIVE_CURRENCY[ChainId.KOVAN],
USDC_KOVAN,
USDT_KOVAN,
WBTC_KOVAN,
DAI_KOVAN,
],
[ChainId.OPTIMISM]: [
WRAPPED_NATIVE_CURRENCY[ChainId.OPTIMISM],
USDC_OPTIMISM,
DAI_OPTIMISM,
USDT_OPTIMISM,
WBTC_OPTIMISM,
],
[ChainId.ARBITRUM_ONE]: [
WRAPPED_NATIVE_CURRENCY[ChainId.ARBITRUM_ONE],
WBTC_ARBITRUM,
DAI_ARBITRUM,
USDC_ARBITRUM,
USDT_ARBITRUM,
],
[ChainId.ARBITRUM_RINKEBY]: [
WRAPPED_NATIVE_CURRENCY[ChainId.ARBITRUM_RINKEBY],
DAI_ARBITRUM_RINKEBY,
UNI_ARBITRUM_RINKEBY,
USDT_ARBITRUM_RINKEBY,
],
[ChainId.OPTIMISTIC_KOVAN]: [
WRAPPED_NATIVE_CURRENCY[ChainId.OPTIMISTIC_KOVAN],
DAI_OPTIMISTIC_KOVAN,
WBTC_OPTIMISTIC_KOVAN,
USDT_OPTIMISTIC_KOVAN,
USDC_OPTIMISTIC_KOVAN,
],
[ChainId.POLYGON]: [USDC_POLYGON, WETH_POLYGON, WMATIC_POLYGON],
[ChainId.POLYGON_MUMBAI]: [
DAI_POLYGON_MUMBAI,
WRAPPED_NATIVE_CURRENCY[ChainId.POLYGON_MUMBAI],
WMATIC_POLYGON_MUMBAI,
],
};
/**
* Provider that uses a hardcoded list of V3 pools to generate a list of subgraph pools.
*
* Since the pools are hardcoded and the data does not come from the Subgraph, the TVL values
* are dummys and should not be depended on.
*
* Useful for instances where other data sources are unavailable. E.g. Subgraph not available.
*
* @export
* @class StaticV3SubgraphProvider
*/
export class StaticV3SubgraphProvider {
constructor(chainId, poolProvider) {
this.chainId = chainId;
this.poolProvider = poolProvider;
}
async getPools(tokenIn, tokenOut) {
log.info('In static subgraph provider for V3');
const bases = BASES_TO_CHECK_TRADES_AGAINST[this.chainId];
const basePairs = _.flatMap(bases, (base) => bases.map((otherBase) => [base, otherBase]));
if (tokenIn && tokenOut) {
basePairs.push([tokenIn, tokenOut], ...bases.map((base) => [tokenIn, base]), ...bases.map((base) => [tokenOut, base]));
}
const pairs = _(basePairs)
.filter((tokens) => Boolean(tokens[0] && tokens[1]))
.filter(([tokenA, tokenB]) => tokenA.address !== tokenB.address && !tokenA.equals(tokenB))
.flatMap(([tokenA, tokenB]) => {
return [
[tokenA, tokenB, FeeAmount.LOWEST],
[tokenA, tokenB, FeeAmount.LOW],
[tokenA, tokenB, FeeAmount.MEDIUM],
[tokenA, tokenB, FeeAmount.HIGH],
];
})
.value();
log.info(`V3 Static subgraph provider about to get ${pairs.length} pools on-chain`);
const poolAccessor = await this.poolProvider.getPools(pairs);
const pools = poolAccessor.getAllPools();
const poolAddressSet = new Set();
const subgraphPools = _(pools)
.map((pool) => {
const { token0, token1, fee, liquidity } = pool;
const poolAddress = Pool.getAddress(pool.token0, pool.token1, pool.fee);
if (poolAddressSet.has(poolAddress)) {
return undefined;
}
poolAddressSet.add(poolAddress);
const liquidityNumber = JSBI.toNumber(liquidity);
return {
id: poolAddress,
feeTier: unparseFeeAmount(fee),
liquidity: liquidity.toString(),
token0: {
id: token0.address,
},
token1: {
id: token1.address,
},
// As a very rough proxy we just use liquidity for TVL.
tvlETH: liquidityNumber,
tvlUSD: liquidityNumber,
};
})
.compact()
.value();
return subgraphPools;
}
}
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